Hi BG1, Welcome to healing well and the depression forum.
I hope you do give your medication a fighting chance this time around. It is true that often doctors have to change medications, dosages, or even stacking antidepressants together to get the best desired result. Everyone is different and reacts different to all these meds.
I have major depression, post traumatic stress disorder, and anxiety/panic disorder. It literally took years for me to find an medication that I wasnt all dopey on. I take Effexor Xr for the depression and use Xanax as needed for the anxiety. I dont recall being on any one antidepressant and it helping with both disorders. But of course everyone is different...
Here are a few links on this topic. Take care